Inference in Seemingly Unrelated Regression Equations Models: Feasible Estimation - B. Ramana Murthy - Bücher - LAP LAMBERT Academic Publishing - 9783659364945 - 25. März 2013
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Inference in Seemingly Unrelated Regression Equations Models: Feasible Estimation

B. Ramana Murthy

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Inference in Seemingly Unrelated Regression Equations Models: Feasible Estimation

This book has brought out the current estimation methods, stressing the basic inferential methods and discussing the various related problems arising in applying the methods to SURE models. Firstly, the SURE model with first-order scalar autoregressive errors ; secondly , an Estimation procedure has been developed for SURE model with first-order scalar autoregressive errors ; thirdly, the SURE model with first-order vector autoregressive errors has been specified and a new inferential techniques has been developed for its estimation ; fourthly, an adaptable Ridge Regression estimation technique has been proposed for the SURE model under the problem of multicollinearity; finally , two new test procedures have been developed for testing nested and non-nested general linear hypotheses about the parameters to the SURE modeLS

Medien Bücher     Taschenbuch   (Buch mit Softcover und geklebtem Rücken)
Erscheinungsdatum 25. März 2013
ISBN13 9783659364945
Verlag LAP LAMBERT Academic Publishing
Seitenanzahl 316
Maße 150 × 18 × 225 mm   ·   462 g
Sprache Englisch